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Ethos Technologies Inc. Class A Common Stock LIFE

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market dataready · fetched 2026-11-12T02:57:31.703Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:04:43.80270061Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:31.380368+00:00

Share price$37.00
1D+3.7%
AH$36.30$37.02$37.74$38.46$39.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLIFE
Sold putSold callAH

Ethos Technologies Inc. Class A Common Stock options

Live interpolated LIFE call and put midpoint premiums by absolute delta.Ethos Technologies Inc. Class A Common Stock$0.19$2.39$4.59$6.79$8.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELIFE PRICE$0.43$0.57$0.93$1.30$1.66$2.03$2.39$2.76$3.12$3.48$4.88$6.62$8.35$0.72$0.93$1.13
Puts——
CallsCheap0.83×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.3671.3%12.9%32.7889.1%13.4%
25Δ39.9366.4%9.5%33.6990.6%11.5%
30Δ39.3371.4%8.8%34.5992.0%9.6%
35Δ38.7376.4%8.2%
40Δ38.1481.4%7.6%
45Δ37.5486.4%6.9%
50Δ36.9491.4%6.3%
55Δ36.3496.4%5.7%
60Δ35.75101.4%5.0%
65Δ35.15106.4%4.4%
70Δ33.66130.8%4.2%
75Δ31.88161.6%4.0%
80Δ30.10192.4%3.9%

20Δ

Calls
Pseudo strike
41.36
IV
71.3%
B/E move
12.9%
Puts
Pseudo strike
32.78
IV
89.1%
B/E move
13.4%

25Δ

Calls
Pseudo strike
39.93
IV
66.4%
B/E move
9.5%
Puts
Pseudo strike
33.69
IV
90.6%
B/E move
11.5%

30Δ

Calls
Pseudo strike
39.33
IV
71.4%
B/E move
8.8%
Puts
Pseudo strike
34.59
IV
92.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
38.73
IV
76.4%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
38.14
IV
81.4%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
37.54
IV
86.4%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.94
IV
91.4%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
36.34
IV
96.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.75
IV
101.4%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.15
IV
106.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.66
IV
130.8%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.88
IV
161.6%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.10
IV
192.4%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend107.47%
Daily EOD
LIFE85.9%103.5%121.1%2026-10-19: 88.35%2026-10-20: 90.75%2026-10-22: 96.41%2026-10-23: 93.92%2026-10-26: 97.32%2026-10-27: 101.52%2026-10-28: 114.24%2026-10-29: 118.67%2026-10-30: 107.47%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.35%
90.75%
96.41%
93.92%
97.32%
101.52%
114.24%
118.67%
107.47%